Trading Metrics calculated at close of trading on 13-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2016 |
13-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
17,946 |
18,222 |
276 |
1.5% |
18,419 |
High |
18,278 |
18,235 |
-43 |
-0.2% |
18,468 |
Low |
17,822 |
17,948 |
126 |
0.7% |
17,943 |
Close |
18,246 |
18,009 |
-237 |
-1.3% |
17,967 |
Range |
456 |
287 |
-169 |
-37.1% |
525 |
ATR |
166 |
175 |
9 |
5.7% |
0 |
Volume |
312,986 |
285,892 |
-27,094 |
-8.7% |
264,289 |
|
Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,925 |
18,754 |
18,167 |
|
R3 |
18,638 |
18,467 |
18,088 |
|
R2 |
18,351 |
18,351 |
18,062 |
|
R1 |
18,180 |
18,180 |
18,035 |
18,122 |
PP |
18,064 |
18,064 |
18,064 |
18,035 |
S1 |
17,893 |
17,893 |
17,983 |
17,835 |
S2 |
17,777 |
17,777 |
17,957 |
|
S3 |
17,490 |
17,606 |
17,930 |
|
S4 |
17,203 |
17,319 |
17,851 |
|
|
Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,701 |
19,359 |
18,256 |
|
R3 |
19,176 |
18,834 |
18,112 |
|
R2 |
18,651 |
18,651 |
18,063 |
|
R1 |
18,309 |
18,309 |
18,015 |
18,218 |
PP |
18,126 |
18,126 |
18,126 |
18,080 |
S1 |
17,784 |
17,784 |
17,919 |
17,693 |
S2 |
17,601 |
17,601 |
17,871 |
|
S3 |
17,076 |
17,259 |
17,823 |
|
S4 |
16,551 |
16,734 |
17,678 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,468 |
17,822 |
646 |
3.6% |
272 |
1.5% |
29% |
False |
False |
172,276 |
10 |
18,468 |
17,822 |
646 |
3.6% |
202 |
1.1% |
29% |
False |
False |
86,479 |
20 |
18,521 |
17,822 |
699 |
3.9% |
158 |
0.9% |
27% |
False |
False |
43,331 |
40 |
18,535 |
17,822 |
713 |
4.0% |
135 |
0.7% |
26% |
False |
False |
21,712 |
60 |
18,535 |
16,876 |
1,659 |
9.2% |
160 |
0.9% |
68% |
False |
False |
14,506 |
80 |
18,535 |
16,876 |
1,659 |
9.2% |
143 |
0.8% |
68% |
False |
False |
10,884 |
100 |
18,535 |
16,876 |
1,659 |
9.2% |
124 |
0.7% |
68% |
False |
False |
8,709 |
120 |
18,535 |
16,876 |
1,659 |
9.2% |
112 |
0.6% |
68% |
False |
False |
7,258 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,455 |
2.618 |
18,986 |
1.618 |
18,699 |
1.000 |
18,522 |
0.618 |
18,412 |
HIGH |
18,235 |
0.618 |
18,125 |
0.500 |
18,092 |
0.382 |
18,058 |
LOW |
17,948 |
0.618 |
17,771 |
1.000 |
17,661 |
1.618 |
17,484 |
2.618 |
17,197 |
4.250 |
16,728 |
|
|
Fisher Pivots for day following 13-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
18,092 |
18,103 |
PP |
18,064 |
18,071 |
S1 |
18,037 |
18,040 |
|